-46.4%
AA vs BTG
+332.2%
-378.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | +0.5% | -9.1% | +9.6% | +2.3% |
| 30D | -0.6% | -1.6% | +1.0% | -0.4% |
| 3M | -19.7% | -2.8% | -16.9% | -19.5% |
| 6M | -41.6% | -7.6% | -34.0% | -41.2% |
| YTD | -24.6% | +10.2% | -34.9% | -27.0% |
| 1Y | +4.9% | +21.3% | -16.4% | 0.0% |
| 3Y | +66.8% | +82.7% | -15.9% | +46.1% |
| 5Y | -19.4% | +30.8% | -50.2% | -25.8% |
| 10Y | +43.1% | +163.7% | -120.6% | +14.4% |
| All | -46.4% | +332.2% | -378.5% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling